It might be a permissions error. Hopefully it works if you type this in the command prompt
java -jar PortraitPackEditor.jar
Viewing post in Portrait Pack Editor Redux (Not a Mod)
The location shouldn't matter (because it's not a mod, and not technically limited to S4P), unless it's a permissions issue (moving it to a public directory, like Downloads or My Documents) or running as Administrator
The command prompt should display a message just before it closes, which would help explain